+49.1%
UNP vs DOCS
-36.0%
+85.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.3% |
| 7D | -5.3% | -1.4% | -3.9% | -5.3% |
| 30D | -1.5% | +21.8% | -23.4% | -2.5% |
| 3M | +10.3% | +27.3% | -17.0% | +9.0% |
| 6M | +9.7% | -0.3% | +10.0% | +9.2% |
| YTD | +27.1% | -40.5% | +67.6% | +29.5% |
| 1Y | +32.6% | -61.5% | +94.1% | +37.7% |
| 3Y | +40.0% | +8.2% | +31.8% | +36.0% |
| 5Y | +50.8% | -73.4% | +124.3% | +49.2% |
| All | +49.1% | -36.0% | +85.1% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOCS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling